-32.0%
APP vs ALHC
-53.4%
+21.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.1% | +2.3% |
| 7D | +48.9% | -5.5% | +54.5% | +49.0% |
| 30D | +49.4% | -4.9% | +54.4% | +49.1% |
| 3M | +27.0% | -41.7% | +68.8% | +26.0% |
| 6M | -15.4% | -55.2% | +39.8% | -14.5% |
| YTD | -39.9% | -61.1% | +21.1% | -38.4% |
| 1Y | -32.0% | -53.3% | +21.4% | -33.8% |
| All | -32.0% | -53.4% | +21.4% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling